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2 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Hanke, Dominik Christian, André Uhde, and Yuanhua Feng. Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
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2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, Yuanhua Feng, and André Uhde. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk 25, no. 2 (n.d.).
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